+65.9%
EW vs KMX
-14.8%
+80.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +4.9% | +3.4% | +1.5% | +4.6% |
| 30D | +23.9% | +6.8% | +17.1% | +23.2% |
| 3M | +15.8% | -11.4% | +27.1% | +16.7% |
| 6M | +31.7% | +43.6% | -11.9% | +27.3% |
| YTD | +25.7% | +37.7% | -12.0% | +21.4% |
| 1Y | +24.4% | +53.0% | -28.5% | +19.0% |
| 3Y | +65.9% | -16.3% | +82.2% | +62.4% |
| All | +65.9% | -14.8% | +80.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling